It's likely a combination of things, but two of the biggest are:

1. Men on average isolate more, keep smaller (sometimes non-existent) social circles, and are less likely to reach out to others for support when they do have friends/family. Isolation is highly correlated with substance abuse of all kinds.

2. Men are on average the higher risk takers. Be it nature or nurture, men disproportionately push safety boundaries for just about anything humans do, which results in high usage of drugs, higher overdose deaths, higher rates of severe accidents, etc.